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VIAV vs. SJM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VIAV and SJM is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

VIAV vs. SJM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Viavi Solutions Inc. (VIAV) and The J. M. Smucker Company (SJM). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
438.95%
1,020.55%
VIAV
SJM

Key characteristics

Sharpe Ratio

VIAV:

0.14

SJM:

-0.34

Sortino Ratio

VIAV:

0.49

SJM:

-0.35

Omega Ratio

VIAV:

1.06

SJM:

0.96

Calmar Ratio

VIAV:

0.05

SJM:

-0.25

Martin Ratio

VIAV:

0.24

SJM:

-0.72

Ulcer Index

VIAV:

21.60%

SJM:

10.67%

Daily Std Dev

VIAV:

38.56%

SJM:

22.80%

Max Drawdown

VIAV:

-99.81%

SJM:

-45.66%

Current Drawdown

VIAV:

-98.48%

SJM:

-27.51%

Fundamentals

Market Cap

VIAV:

$2.33B

SJM:

$12.19B

EPS

VIAV:

-$0.17

SJM:

$4.95

PEG Ratio

VIAV:

2.41

SJM:

1.68

Total Revenue (TTM)

VIAV:

$990.70M

SJM:

$8.83B

Gross Profit (TTM)

VIAV:

$564.80M

SJM:

$3.32B

EBITDA (TTM)

VIAV:

$77.70M

SJM:

$1.62B

Returns By Period

In the year-to-date period, VIAV achieves a 0.79% return, which is significantly higher than SJM's -9.52% return. Over the past 10 years, VIAV has underperformed SJM with an annualized return of 2.52%, while SJM has yielded a comparatively higher 3.63% annualized return.


VIAV

YTD

0.79%

1M

3.57%

6M

34.79%

1Y

3.57%

5Y*

-7.84%

10Y*

2.52%

SJM

YTD

-9.52%

1M

-0.22%

6M

-0.02%

1Y

-8.02%

5Y*

4.46%

10Y*

3.63%

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Risk-Adjusted Performance

VIAV vs. SJM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Viavi Solutions Inc. (VIAV) and The J. M. Smucker Company (SJM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for VIAV, currently valued at 0.14, compared to the broader market-4.00-2.000.002.000.14-0.34
The chart of Sortino ratio for VIAV, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.49-0.35
The chart of Omega ratio for VIAV, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.96
The chart of Calmar ratio for VIAV, currently valued at 0.05, compared to the broader market0.002.004.006.000.05-0.25
The chart of Martin ratio for VIAV, currently valued at 0.24, compared to the broader market0.0010.0020.000.24-0.72
VIAV
SJM

The current VIAV Sharpe Ratio is 0.14, which is higher than the SJM Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of VIAV and SJM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.14
-0.34
VIAV
SJM

Dividends

VIAV vs. SJM - Dividend Comparison

VIAV has not paid dividends to shareholders, while SJM's dividend yield for the trailing twelve months is around 3.88%.


TTM20232022202120202019201820172016201520142013
VIAV
Viavi Solutions Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%77.01%0.00%0.00%
SJM
The J. M. Smucker Company
3.88%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%2.12%

Drawdowns

VIAV vs. SJM - Drawdown Comparison

The maximum VIAV drawdown since its inception was -99.81%, which is greater than SJM's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for VIAV and SJM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-98.48%
-27.51%
VIAV
SJM

Volatility

VIAV vs. SJM - Volatility Comparison

Viavi Solutions Inc. (VIAV) has a higher volatility of 11.63% compared to The J. M. Smucker Company (SJM) at 8.90%. This indicates that VIAV's price experiences larger fluctuations and is considered to be riskier than SJM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.63%
8.90%
VIAV
SJM

Financials

VIAV vs. SJM - Financials Comparison

This section allows you to compare key financial metrics between Viavi Solutions Inc. and The J. M. Smucker Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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